Morgan Advanced Materials GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 5.36 | |
| 0.0266 | 4.64 | |
| 0.9451 | 134.10 | |
| 0.0187 | 1.85 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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